An implementation of linear interior point simplex algorithm using MATLAB(repost)

The interior point algorithm to be implemented is presented in the attached [url removed, login to view]" from Faigle et al. (2002). You do not need to obtain an extreme point optimal solution after the interior point algorithm terminates. 111 benchmark instances are provided in the MAT-file format. Each benchmark instance includes the following information: 1. A string 'ProbName' which includes the name of the problem instance to be solved. 2. An m x n constraint matrix where m is the number of constraints and n is the number of variables. Note that A is represented sparsely, i.e., only the non-zero elements of A are specified in the data file. 3. An mx1 vector b of the right hand side coefficients. 4. An n x 1 vector c of the objective function coefficients. 5. An n x 1 vector LB of the lower bounds on the variables. 6. An n x 1 vector UB of the upper bounds on the variables.

## Deliverables

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Om arbejdsgiveren:
( 1 bedømmelse ) Turkey

Projekt ID: #2813540